getCurrencyPair

getFixingDateOffset

Gets the adjustment applied to the maturity date to obtain the fixing date.

The fixing date is the date on which the index is to be observed.
The maturity date is the date on which the implied amount is delivered/exchanged.
The maturity date is typically two business days after the fixing date.

Returns:

the fixing date offset

getMaturityDateOffset

Gets the adjustment applied to the fixing date to obtain the maturity date.

The fixing date is the date on which the index is to be observed.
The maturity date is the date on which the implied amount is delivered/exchanged.
The maturity date is typically two business days after the fixing date.

calculateMaturityFromFixing

The fixing date is the date on which the index is to be observed.
The maturity date is the date on which the implied amount is delivered/exchanged.
The maturity date is typically two days after the fixing date.

No error is thrown if the input date is not a valid fixing date.
Instead, the fixing date is moved to the next valid fixing date and then processed.

The maturity date is also known as the value date.

Parameters:

fixingDate - the fixing date

refData - the reference data, used to resolve the holiday calendar

Returns:

the maturity date

calculateFixingFromMaturity

The fixing date is the date on which the index is to be observed.
The maturity date is the date on which the implied amount is delivered/exchanged.
The maturity date is typically two days after the fixing date.

No error is thrown if the input date is not a valid effective date.
Instead, the effective date is moved to the next valid effective date and then processed.

The maturity date is also known as the value date.

Parameters:

maturityDate - the maturity date

refData - the reference data, used to resolve the holiday calendar

Returns:

the fixing date

resolve

Resolves this index using the specified reference data, returning a function.

This returns a Function that converts fixing dates to observations.
It binds the holiday calendar, looked up from the reference data, into the result.
As such, there is no need to pass the reference data in again.

This method is intended for use when looping to create multiple instances
of FxIndexObservation. Implementations of the method are intended
to optimize, avoiding repeated calls to resolve the holiday calendar